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    QUESTA
    2007
    68views more  QUESTA 2007»
    Efficient simulation of finite horizon problems in queueing and insurance risk
    14 years 12 months ago
    Efficient simulation of finite horizon problems in queueing and insurance risk
    Download  www.ricam.oeaw.ac.at
    Leonardo Rojas-Nandayapa, Søren Asmussen
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    WSC
    2000
    151views Modeling And Simulation» more  WSC 2000»
    Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions
    15 years 1 months ago
    Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions
    Download  www.informs-sim.org
    This paper deals with estimating small tail probabilities of the steady-state waiting time in a GI/GI/1 queue with heavy-tailed (subexponential) service times. The problem of esti...
    Nam Kyoo Boots, Perwez Shahabuddin
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